Description Usage Arguments Value Examples
Finds the least fractional differentiation order subject to fun returning less than threshold.
1 | min_d(x, fun, threshold, dFrom = 0, dTo = 1, dBy = 0.1)
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x |
A time series. Either a numberic vector or an 'xts' object. |
fun |
A function taking as only argument the time series and returning a p-value. |
threshold |
A numerical threshold for the p-value. |
dFrom |
Lower bound for 'd'. |
dTo |
Upper bound for 'd'. |
dBy |
Increment for each in the grid. |
The least value of 'd'.
1 | ## Not run: min_d(x, adf, 0.05)
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